from options import VanillaOption
from engines import AnalyticalEngine
from process import BlackScholes

from datetime import date

# declare a vanilla option

myoption = VanillaOption(start_date=date(2021, 10, 22),
                         maturity_date=date(2022, 10, 22),
                         strike_price=100,
                         option_type='call',
                         notional=1)



process = BlackScholes(vol=0.3, risk_free_rate=0.03, dividend_yield=0)

engine= AnalyticalEngine()

pv = engine.cal_pv(100, date(2021, 10, 22), myoption, process)


print(pv)



